Multivariate analysis -- Data processing

This thesis contains two parts. The first part derives the Bayesian estimator of
the parameters in a piecewise exponential Cox proportional hazard regression model,
with one unknown change point for a right censored survival data. The second part
surveys the applications of change point problems to various types of data, such as
long-term survival data, longitudinal data and time series data. Furthermore, the
proposed method is then used to analyse a real survival data.